Why? Can't they just file for divorce like anyone else?
Any time there is a need for a court case a Jew is supposed to go to a Jewish Court (or Bais Din) as opposed to going through the US court system. That way, jewish law can be upheld. Not as a way to undermine US law in any way, but rather allowing us to agree to a decision that is based on Halacha.
In the event that the Bais Din gives permission to go to a regular US court - that may be done.
Because there are many Halachos involving divorce, (giving a jewish divorce has certain requirements and specifics to 'annul' the marriage) going to a US court would not work.
The same way you need to have a Rabbi officiate at a wedding and can't simply have a clerk at City Hall marry you according to Halacha, a divorce needs do be done by Rabbi's.